Counterparty Credit Risk Solution
Mitigate Risk with Advanced Counterparty Credit Risk Management
A flexible, cloud-based solution that supports counterparty credit risk management and regulatory capital requirements.
Counterparty Credit Risk can assist banks in achieving Internal Model Method (IMM) and Standardized Approach for counterparty credit risk (SA-CCR) compliance and is regularly reviewed to consider regulatory changes.
Key Features
Consistent
Get a consistent view of potential future exposure and credit risk capital.
Transparent
Transparent intermediate results help with model validation and enable you to explore PFE and EAD calculations in detail.
Powerful
Powerful analytics provide near-time PFE for exposure checks and continuously updating baseline for intraday limit monitoring.
How It Works
Navigate Regulation with Confidence
Keeping up to date with counterparty credit risk regulation is an ongoing challenge for banks. After a massive overhaul of the IMM under Basel III, regulation has turned to improving the standardized approach with SA-CCR.
Regional variations in SA-CCR are causing headaches for international banks. Counterparty Credit Risk can help you achieve IMM and SA-CCR compliance and is regularly reviewed in light of regulatory change. Supported by our team of trusted subject matter experts, we help you to reduce the impact, costs, and complexity of counterparty credit risk management and capital calculation.
Platform Benefits
Consistent Risk Control and Regulatory Capital
Get a consistent view of Potential Future Exposure (PFE) and counterparty credit risk capital under both IMM and SA-CCR.
Unify Front and Middle Office
Store intermediate results so that PFE and EAD calculations can be explored for model validation and reused for portfolio calculations.
Track Record of IMM Approval
Use our platform to fast-track the path to IMM approval for your regulatory capital.
Cloud Hosted Solution
Solution evolves with the market – clients can access new functionality immediately.
Aggregate Without Compromise
Store intermediate results so that PFE and EAD calculations can be explored for model validation and reused for portfolio calculations.
Reduce Total Cost of Ownership (TCO)
Leverage our Counterparty Credit Risk platform’s turnkey capabilities and project acceleration track-record without sacrificing flexibility.
Additional Risk Solutions
FAQs
Awards Received
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Keep up to date with counterparty credit risk regulation.
Request a tour of our solution today.